+119.7%
OKTA vs PTC
+0.1%
+119.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -14.2% | +0.1% | -14.3% | -14.2% |
| 30D | -12.5% | +1.5% | -14.0% | -12.9% |
| 3M | +29.2% | +37.8% | -8.5% | +12.6% |
| 6M | +147.3% | +41.2% | +106.1% | +114.5% |
| YTD | +120.9% | +12.0% | +108.9% | +123.1% |
| 1Y | +119.7% | +1.6% | +118.0% | +129.0% |
| All | +119.7% | +0.1% | +119.6% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling